1590 search results - page 25 / 318 » Dependence Modeling for Stochastic Simulation |
IOR
2008
13 years 8 months ago
2008
We consider the risk of a portfolio comprised of loans, bonds, and financial instruments that are subject to possible default. In particular, we are interested in performance meas...
ETT
2002
13 years 8 months ago
2002
In this paper, a method is presented for the efficient estimation of rare-event (buffer overflow) probabilities in queueing networks using importance sampling. Unlike previously pr...
ACRI
2006
Springer
14 years 2 months ago
2006
Springer
Abstract. Realistic simulation of biological evolution by necessity requires simplification and reduction in the dimensionality of the corresponding dynamic system. Even when this...
UAI
2000
13 years 10 months ago
2000
Techniques for plan recognition under uncertainty require a stochastic model of the plangeneration process. We introduce probabilistic state-dependent grammars (PSDGs) to represen...
PADS
1997
ACM
14 years 27 days ago
1997
ACM
In traditional optimistic distributed simulation protocols, a logical process(LP) receiving a straggler rolls back and sends out anti-messages. Receiver of an anti-message may als...